Backtest 004 - 4-Hour Chart Line Break 1 - inv.jp | personal investor's failure notes

backtest

Backtest 004 – 4-Hour Chart Line Break 1

Page Creation Date: 2024.04.30
Last Updated: 2024.12.09

Backtest 004: 4-Hour Chart Line Break 1

Environment:
・4-hour, 1-hour, and 15-minute charts are all in the buying range of the Bollinger Bands middle line, or all in the selling range.
・The 4h Bollinger Bands middle line is inclined in the intended direction/moving parallel.

Entry: Break of the recent high (or low) on the 4-hour chart.
Exit: Cut at the break of the recent 1-hour chart support line (trailing stop).
Stop Loss: -20 pips / Move the stop loss line to break-even after advancing 20 pips.

・The dates and times of the backtesting results are GMT+2.

Note:
・This is a version where the entry decision from backtest 003 has been changed from the daily chart to the 4-hour chart.

Example: 2022.10.25 16:00 (GMT+2)

Results

Notes:

EUR/USD:
・Usability: OK.
・Profit Factor (PF): 5.05
Gained: 4434.8 pips, Lost: 877 pips, Break-even trades: 23.03% (41/178), (*from January 2022 to April 2024, about 2 years and 4 months)
・Win rate: 51.96% (53/178)
・Trading opportunities: 76.5 times/year (6.37/month). Minimum: 73 times/year (2022). Maximum: 80 times/year (2023)
・Maximum drawdown: 6 times (-104pips、2022.12.15 – 2023.01.05, approximately 1 month, up to 5 consecutive stop losses)